spacey - hundreds, even thousands of cookies / dodgy registry entries / spyware alerts are quite common.
You shouldn't need to enter anything manually (although I know in spyware the right mouse click / select all scum / remove all process isn't quite as intuitive as it should be.
If something is asking for file names you probably downloaded a dodgy piece of software. (My link was good though, so maybe download it again ?).
Using another browser instead of IE - like Opera or Firefox will help big time.
(As will running Windows Update, installing all security fixes, using latest browser etc.)
You can also feel a bit more in control of your PC by quickly killing pop ups with ALT - F4 (close window).
With a PC, the security tools - firewall, anti virus, anti-spyware etc. etc. tend to be add-on, user-selectable components, which has historically been one of the downfalls of Windows and has given rise to so many security issues / worms on the Net / compromised boxes etc. Apple's OS X tends to have the paranoid security model (and multi-user structure) of the Unix / Linux world. It's safe, stable and fast.
Mac Minis start from about £340 and can reuse old PC keyboard / screen / mouse ITH.
Don't bother quaranteening things - just go right ahead and delete them. When it is finished, re-scan immediately ! When that re-scan has finsihed, reboot and scan again !
(Or promise yourself you will get a Mac for the sake of your sanity)